-8.5%
DASH vs ICE
+19.8%
-28.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.4% |
| 7D | +0.4% | +2.0% | -1.6% | -0.4% |
| 30D | -6.0% | +12.9% | -18.9% | -11.2% |
| 3M | -15.8% | +15.4% | -31.2% | -21.1% |
| 6M | +7.0% | +13.1% | -6.1% | +1.9% |
| YTD | -20.7% | +7.5% | -28.1% | -22.3% |
| 1Y | -8.5% | +18.3% | -26.9% | -10.7% |
| All | -8.5% | +19.8% | -28.3% | -10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ICE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling